Fair Prices and Yield

per 15-November-2024

Series	TTM (Y)	Today Yield (%)	Today Price (%)	Yesterday Yield (%)	Yesterday Price (%)	Coupon (%)
FR0101	4.42	6.6786	100.7323	6.6930	100.6784	6.8750
FR0100	9.26	6.8811	98.2546	6.9192	98.0000	6.6250
FR0098	13.59	7.0316	100.8000	7.0622	100.5345	7.1250
FR0097	18.59	7.0511	100.7500	7.0764	100.4896	7.1250

Series	TTM (Y)	Today Yield (%)	Today Price (%)	Yesterday Yield (%)	Yesterday Price (%)	Coupon (%)
PBS032	1.66	6.6897	97.1748	6.6769	97.1899	4.8750
PBS030	3.67	6.6004	97.6613	6.6800	97.4079	5.8750
PBS004	12.26	6.8559	93.7899	6.8787	93.6099	6.1000
PBS038	25.10	6.9836	98.7150	6.9998	98.5263	6.8750

Series	TTM (Y)	Today Yield (%)	Today Price (%)	Yesterday Yield (%)	Yesterday Price (%)	Coupon (%)
ORI021	0.25	6.2247	99.6722	6.2162	99.6708	4.9000
ORI022	0.92	6.5375	99.4787	6.5279	99.4857	5.9500
ORI023T3	1.66	6.5110	99.0374	6.5097	99.0380	5.9000
ORI023T6	4.67	6.6019	97.9891	6.6273	97.8872	6.1000
ORI024T3	1.92	6.4691	99.3363	6.4822	99.3120	6.1000
ORI024T6	4.92	6.6323	98.8183	6.6504	98.7427	6.3500
ORI025T3	2.25	6.5689	99.3347	6.5657	99.3405	6.2500
ORI025T6	5.25	6.6067	99.0853	6.6293	98.9850	6.4000
ORI026T3	2.92	6.5161	99.4274	6.5243	99.4052	6.3000
ORI026T6	5.92	6.4654	99.6794	6.4790	99.6124	6.4000
SR016	0.32	6.2451	99.5913	6.2343	99.5912	4.9500
SR017	0.82	6.4728	99.5439	6.4601	99.5525	5.9000
SR018T3	1.32	6.5154	99.6651	6.5099	99.6714	6.2500
SR018T5	3.32	6.7298	99.0211	6.7428	98.9819	6.4000
SR019T3	1.82	6.5071	99.0463	6.5200	99.0230	5.9500
SR019T5	3.82	6.4999	98.6506	6.5197	98.5834	6.1000
SR020T3	2.32	6.4865	99.5993	6.4881	99.5953	6.3000
SR020T5	4.32	6.4954	99.6415	6.5168	99.5608	6.4000
SR021T3	2.82	6.4415	99.7644	6.4315	99.7899	6.3500
SR021T5	4.82	6.5491	99.5913	6.5672	99.5165	6.4500

Tenor (Year)	IGS	AAA	AA	A	BBB
0.1	6.1618	6.2968	6.8492	7.3283	8.6788
1.0	6.3951	6.6782	7.1807	8.3076	9.7561
2.0	6.4998	6.8276	7.3274	8.6921	10.2718
3.0	6.5734	6.9433	7.4793	8.9896	10.6345
4.0	6.6473	7.0831	7.6599	9.2848	10.9614
5.0	6.7218	7.2387	7.8424	9.5473	11.2492
6.0	6.7909	7.3909	8.0039	9.7546	11.4839
7.0	6.8503	7.5259	8.1342	9.9043	11.6624
8.0	6.8982	7.6376	8.2328	10.0058	11.7908
9.0	6.9353	7.7254	8.3039	10.0714	11.8794
10.0	6.9629	7.7918	8.3534	10.1123	11.9385